+86.3%
HUT vs PLUG
-91.8%
+178.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +5.1% |
| 7D | +17.8% | -0.9% | +18.7% | +18.3% |
| 30D | +0.8% | +3.3% | -2.5% | -0.6% |
| 3M | -26.8% | -39.7% | +12.9% | -10.4% |
| 6M | +72.6% | -12.5% | +85.1% | +78.9% |
| YTD | +103.6% | +10.2% | +93.5% | +89.0% |
| 1Y | +265.3% | +50.7% | +214.6% | +176.6% |
| 3Y | +689.4% | -74.5% | +763.9% | +828.6% |
| All | +86.3% | -91.8% | +178.2% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling